Alpaca is gorgeous to knit with and very warm but I wouldn't recommend it for socks, which need an elastic yarn to make them fit closely and stay up. Alpaca drapes beautifully but it won't hug your feet, even if you make the whole sock in rib stitches.
Pure cashmere isn't particularly practical for socks -- it pills like crazy and wears out quickly. But why be practical? Nothing on earth feels as good. Make yourself a pair of socks to wear indoors or on special occasions, and enjoy the incredible softness.
Alternately, use one of the cashmere blends. They're probably more durable and definitely cheaper. But look at the label carefully: most of them have only a tiny percentage of cashmere; the rest can be merino wool, cotton, or synthetics.
Nothing wrong with that if they're honestly labeled (one well-known "cashmere" blend was recently found to contaiin 0% cashmere.) Also watch out for super-cheap no-name cashmere. It may be filled with cashmere goat's stiff, wiry guard hairs and not enough of the soft, downy stuff.